If you decided to atleast watch the images of MLP, you'd notice that alot of the "ponies" (now please remember that they are referred to as PONIES in one way or another) in the show are unicorns and pegasi.

I'm out. the whole joke is that the pegasus in this picture is small, "cute", etc, like the ponies in the show, or atleast according to us bronies.
Rainbow Dash for example, is a pegasus, but is referred to as a pony in the show.

Of course I know that a pegasus is not really a pony, but come on. Seriously, you don't have to be nazi about everything